Registered: Dec 2005
02-06-12 10:58 PM
Quote from garachen:
Sorry, rallymode, I must disagree. To create the butterfly you do nothing with TT. The procedure is to call the helpdesk at the CFE and the CFE creates it as an exchange traded product. THEN it will show up in TT and it shows up in my direct connection to the CFE through both the CMI and FIX interface. They used to automatically create the flys but since many brokers do not access them now they only create them when I call.
To create synthetic TT spreads is an entirely different process (you don't call the exchange).
Can you post a screenshot of the market depth of any fly as shown in TT? I was not able to trade native flies with TT or CQG last summer, only synth combos. I don't have the software now so I'd be very interested to see if that's changed.